Creating pipes with a bezier
I think that what you are looking for is the bezier geometry menu:



After you create the curve which you want to make into a pipe, you can change the depth and resolution to edit the thickness and amount of faces here. Also, to make the bezier curve look like a pipe you will need to set the shape to 3D and the fill to full. This is an example:


If you are confused about creating the bezier curve in the first place, you would add a bezier curve (shift+a, bezier curve), and then enter edit mode (tab). Here you can select the control line things, and move/rotate/scale using the usual blender controls. To add another control line you would use "e".

Hope this helped

If you need more clarification check out this video specifically about creating pipes using beziers: https://www.youtube.com/watch?v=AMXcQ2V-VGA